simu_tfar0.m

用于模拟时变非平稳的ARMA过程

function simu_tfar0(MAR, LAR, N, re_im, MM)
% function simu_tfar0(MAR, LAR, N, re_im, MM)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Estimates <re_im>-valued TFAR(<MAR>, <LAR>; <N>; 1/2) models. 
%<MM> realizations are done to estimate the MSE. Uses the
%meta-function simulate.m. 

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if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
N    = 128;
MAR  =   1;
LAR  =   1;
re_im= 'r';
MM   =   1;
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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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MMA  =   1;
LMA  = LAR;
mo_no= 'n';
tfpm_file_gen;
%-------------
alpha= 1/2;
beta = 1/2;

exp= 'tfar0';
resultname= sprintf('data/%04d/%s%d%d%s.mat', N, exp, MAR, LAR, re_im)

% SNR values
SNR= [inf];

par= [Aml(:, 2:end) Bml];
ENERGY= tfarma_ambi(Aml, Bml, N, alpha);ENERGY= ENERGY(N/2+1, N/2+1);

[PAR, FLO, STA, AVG, MSE, VAR, BIQ, EInfo]= simulate(exp, N, SNR, par, ENERGY, re_im, MM);

save(resultname, 'PAR', 'par', 'FLO', 'STA', 'AVG', 'MSE', 'VAR', 'BIQ', 'MM', 'SNR', 'ENERGY', 'EInfo');
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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clear;tfpm;
for n= 7:7
   for mar= 1:7
      for lar= 1:5
	 simu_tfar0(mar, lar, 2^n, 'r', 20);
	 simu_tfar0(mar, lar, 2^n, 'i', 20);
      end;
   end;
end;

clear;tfpm;
for n= 6:8
   for mar= 1:7
      for lar= 2:3
	 simu_tfar0(mar, lar, 2^n, 'r', 20);
	 simu_tfar0(mar, lar, 2^n, 'i', 20);
      end;
   end;
end;

clear;tfpm;
for n= 6:8
   for mar= 1:7
      for lar= 4:5
	 simu_tfar0(mar, lar, 2^n, 'r', 20);
	 simu_tfar0(mar, lar, 2^n, 'i', 20);
      end;
   end;
end;

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end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
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